Correlation Between CHAR Technologies and NRP Stone

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Can any of the company-specific risk be diversified away by investing in both CHAR Technologies and NRP Stone at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining CHAR Technologies and NRP Stone into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between CHAR Technologies and NRP Stone, you can compare the effects of market volatilities on CHAR Technologies and NRP Stone and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in CHAR Technologies with a short position of NRP Stone. Check out your portfolio center. Please also check ongoing floating volatility patterns of CHAR Technologies and NRP Stone.

Diversification Opportunities for CHAR Technologies and NRP Stone

0.36
  Correlation Coefficient

Weak diversification

The 3 months correlation between CHAR and NRP is 0.36. Overlapping area represents the amount of risk that can be diversified away by holding CHAR Technologies and NRP Stone in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on NRP Stone and CHAR Technologies is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on CHAR Technologies are associated (or correlated) with NRP Stone. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of NRP Stone has no effect on the direction of CHAR Technologies i.e., CHAR Technologies and NRP Stone go up and down completely randomly.

Pair Corralation between CHAR Technologies and NRP Stone

Assuming the 90 days horizon CHAR Technologies is expected to generate 0.5 times more return on investment than NRP Stone. However, CHAR Technologies is 1.98 times less risky than NRP Stone. It trades about 0.11 of its potential returns per unit of risk. NRP Stone is currently generating about 0.03 per unit of risk. If you would invest  14.00  in CHAR Technologies on September 12, 2025 and sell it today you would earn a total of  6.00  from holding CHAR Technologies or generate 42.86% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy98.44%
ValuesDaily Returns

CHAR Technologies  vs.  NRP Stone

 Performance 
       Timeline  
CHAR Technologies 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in CHAR Technologies are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly inconsistent basic indicators, CHAR Technologies reported solid returns over the last few months and may actually be approaching a breakup point.
NRP Stone 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in NRP Stone are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite fairly weak basic indicators, NRP Stone demonstrated solid returns over the last few months and may actually be approaching a breakup point.

CHAR Technologies and NRP Stone Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with CHAR Technologies and NRP Stone

The main advantage of trading using opposite CHAR Technologies and NRP Stone positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if CHAR Technologies position performs unexpectedly, NRP Stone can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in NRP Stone will offset losses from the drop in NRP Stone's long position.
The idea behind CHAR Technologies and NRP Stone pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
Check out your portfolio center.
Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

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